Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 4.92% | 0.19 CHF | 0.20 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 198,210 CHF | 83,284 CHF | 99.58% | 99.58% |
12/07/2024 | 4.89% | 0.19 CHF | 0.20 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 199,537 CHF | 83,815 CHF | 96.34% | 96.34% |
11/07/2024 | 5.28% | 0.18 CHF | 0.19 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 184,917 CHF | 77,967 CHF | 91.13% | 91.13% |
10/07/2024 | 6.37% | 0.16 CHF | 0.17 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 152,122 CHF | 81,061 CHF | 99.58% | 99.58% |
09/07/2024 | 6.28% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 154,918 CHF | 82,459 CHF | 96.51% | 96.51% |
08/07/2024 | 6.09% | 0.16 CHF | 0.17 CHF | 1,000,000 | 500,000 | 1,000,000 | 499,421 | 159,310 CHF | 84,551 CHF | 99.56% | 99.56% |
05/07/2024 | 6.43% | 0.16 CHF | 0.17 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 150,513 CHF | 80,257 CHF | 97.99% | 97.99% |
04/07/2024 | 6.18% | 0.16 CHF | 0.17 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 156,905 CHF | 83,452 CHF | 99.58% | 99.58% |
03/07/2024 | 6.38% | 0.15 CHF | 0.16 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 151,874 CHF | 80,937 CHF | 99.40% | 99.40% |
02/07/2024 | 5.78% | 0.15 CHF | 0.16 CHF | 1,000,000 | 500,000 | 1,000,000 | 419,026 | 168,138 CHF | 74,494 CHF | 97.49% | 97.49% |